Date | Average Spread | Last Best Bid Price | Last Best Ask Price | Last Best Bid Volume | Last Best Ask Volume | Average Buy Volume | Average Sell Volume | Average Buy Value | Average Sell Value | Spreads Availability Ratio | Quote Availability |
---|---|---|---|---|---|---|---|---|---|---|---|
16.05.2024 | 0.78% | 1.24 CHF | 1.25 CHF | 150'200 | 150'200 | 152'962 | 152'962 | 195'382 CHF | 196'913 CHF | 100.00% | 100.00% |
15.05.2024 | 0.81% | 1.26 CHF | 1.27 CHF | 155'000 | 155'000 | 158'679 | 158'679 | 196'641 CHF | 198'232 CHF | 99.84% | 99.84% |
14.05.2024 | 0.84% | 1.21 CHF | 1.22 CHF | 161'900 | 161'900 | 158'753 | 158'753 | 189'145 CHF | 190'733 CHF | 99.89% | 99.89% |
13.05.2024 | 0.82% | 1.20 CHF | 1.21 CHF | 156'700 | 156'700 | 157'841 | 157'841 | 191'713 CHF | 193'291 CHF | 100.00% | 100.00% |
10.05.2024 | 0.82% | 1.21 CHF | 1.22 CHF | 158'600 | 158'600 | 162'427 | 162'427 | 197'157 CHF | 198'781 CHF | 100.00% | 100.00% |
08.05.2024 | 0.84% | 1.18 CHF | 1.19 CHF | 163'600 | 163'600 | 160'282 | 160'282 | 189'471 CHF | 191'074 CHF | 99.16% | 99.16% |
07.05.2024 | 0.82% | 1.22 CHF | 1.23 CHF | 158'100 | 158'100 | 154'535 | 154'535 | 187'666 CHF | 189'211 CHF | 99.70% | 99.70% |
06.05.2024 | 0.79% | 1.25 CHF | 1.26 CHF | 152'300 | 152'300 | 154'346 | 154'346 | 194'674 CHF | 196'218 CHF | 100.00% | 100.00% |
03.05.2024 | 0.80% | 1.28 CHF | 1.29 CHF | 155'700 | 155'700 | 164'030 | 164'030 | 203'307 CHF | 204'947 CHF | 98.76% | 98.76% |
02.05.2024 | 0.88% | 1.11 CHF | 1.12 CHF | 169'500 | 169'500 | 183'677 | 183'677 | 207'412 CHF | 209'249 CHF | 100.00% | 100.00% |